Access Statistics for Steffen Sorensen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Asset Market Integration Test Based on Observable Macroeconomic Stochastic Discount Factors 0 0 0 224 0 0 2 1,027
Business Cycle Variability, Stock Market Variability, Asymmetries and the Risk Premium 0 0 0 150 0 1 1 609
Extracting inflation expectations and inflation risk premia from the term structure: a joint model of the UK nominal and real yield curves 0 0 2 152 0 1 7 353
Integrating credit and interest rate risk: A theoretical framework and an application to banks' balance sheets 1 1 4 689 1 2 8 1,811
Macroeconomic Sources of Equity Risk 0 0 0 601 0 2 5 2,255
Measuring monetary policy expectations from financial market instruments 0 0 0 96 1 2 9 284
Stress tests of UK banks using a VAR approach 0 0 1 959 0 0 5 2,037
THE ASYMMETRIC EFFECT OF THE BUSINESS CYCLE ON THE RELATION BETWEEN STOCK MARKET RETURNS AND THEIR VOLATILITY 0 0 0 171 0 0 2 486
The Asymmetric Effect of the Business Cycle on the Equity Premium (This is an extensively revised version of earlier paper No. 06/04) 0 0 1 133 0 0 3 392
The Asymmetric Effect of the Business Cycle on the Realtion between Stock Market Returns and their Volatility 0 0 0 164 1 1 3 552
The Equity Premium and the Business Cycle: the Role of Demand and Supply Shocks 0 0 0 135 0 0 2 372
The asymmetric effect of the business cycle on the relation between stock market returns and their volatility 0 0 0 72 0 0 0 220
The integrated impact of credit and interest rate risk on banks: an economic value and capital adequacy perspective 0 0 0 794 1 2 4 2,494
Total Working Papers 1 1 8 4,340 4 11 51 12,892

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
El impacto integrado del riesgo de crédito y de tasa de interés bancarios: una perspectiva del valor económico y suficiencia de capital 0 0 0 4 0 0 2 57
Extracting inflation expectations and inflation risk premia from the term structure: A joint model of the UK nominal and real yield curves 0 0 2 233 0 1 5 554
The equity premium and the business cycle: the role of demand and supply shocks 0 0 0 62 0 0 3 164
The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application 2 3 8 321 4 8 25 784
Total Journal Articles 2 3 10 620 4 9 35 1,559

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Statistics updated 2025-09-05